✦ LIBER ✦

Some aspects of fractional Brownian motion

✍ Scribed by T.E. Duncan

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 275 KB
Volume: 47
Category: Article
ISSN: 0362-546X
DOI: 10.1016/s0362-546x(01)00589-2

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✦ Synopsis

In this paper some results for a stochastic calculus for a fractional Brownian motion are described. Some applications of this calculus are given. Some results of a spectral approach to fractional Gaussian noise, the formal derivative of fractional Brownian motion, are given.

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